Average year | -36% |
---|---|
Return over 1,5 m. | -6% |
Average month | -3.7% |
Last day | -6.9% |
Last month | -2.3% |
Max. Drawdown | 13% |
Worst day | 12% |
Max. leverage | 1:46 |
Stand. deviation | 3.2% |
Downside Deviation | 3.9% |
Best day | 6% |
Volatility | 3.9% |
Return / Risk | -2.8 |
Calmar ratio | -0.2871 |
Sharpe ratio | -1.4228 |
Sortino ratio | -1.1448 |
Shvager ratio | 0.484 |
Prefer horizon | 3 m. |
Longest drawdown | 19 d. |
Calculation period | 1,5 m. |
Trade days | 16 (47%) |
History | 1,5 m. |
Current stats | |
Drawdown | 10% / 13% |
Drawdown duration | 5 / 19 d. |